+273.7%
ELV vs IOVA
+9.7%
+264.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.1% | +0.3% |
| 7D | +3.2% | -2.2% | +5.4% | +3.3% |
| 30D | +5.4% | +27.6% | -22.2% | +4.0% |
| 3M | +5.4% | +117.2% | -111.8% | +0.7% |
| 6M | +45.7% | +77.7% | -32.0% | +40.0% |
| YTD | +21.2% | +215.0% | -193.8% | +12.2% |
| 1Y | +35.6% | +255.4% | -219.8% | +24.0% |
| 3Y | -2.0% | +42.6% | -44.6% | -11.0% |
| 5Y | +26.0% | -62.2% | +88.2% | +19.5% |
| All | +273.7% | +9.7% | +264.0% | +229.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling